We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than 'old' ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst 'new' EU countries typically have lower ratings than 'old' ones, after …

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … lower ratings, ceteris paribus, than old ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst new EU countries typically have lower ratings than old ones, after …

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than "old" ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

This paper estimates ordered logit models for bank ratings which include a country index to capture country …-specific variation. The empirical findings support the hypothesis that the individual international bank ratings assigned by Fitch … Ratings are underpinned by fundamental quantitative financial analyses. Also, there is strong evidence of a country effect …

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than "old" ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …

to the latter for "new" EU countries compared with "old" EU countries. -- EU countries ; banks ; ratings ; ordered probit …We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than "old" ones. We find that country-specific factors (in the form of heterogeneous …